On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function

DOI10.1080/23311835.2015.1023670zbMATH Open1341.62080OpenAlexW1976770238MaRDI QIDQ2813474FDOQ2813474

Authors: Amir T. Payandeh Najafabadi 

Publication date: 24 June 2016

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2015.1023670

Recommendations

• Bayesian improvements of a MRE estimator of a bounded location parameter
• Minimum risk equivariant estimation of the scale-parameter in a subclass of the exponential family
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Estimation of the scale parameter under a symmetric loss function
• Optimal equivariant estimator with respect to convex loss function

zbMATH Keywords

Fourier transformBayes estimatorconvex and invariant loss functionsminimum risk equivariant (MRE) estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Parametric inference under constraints (62F30) Harmonic analysis in one variable (42A99) Admissibility in statistical decision theory (62C15)

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Cited In (4)

• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Optimal equivariant estimator with respect to convex loss function
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
• Examples of the effcct of the loss function on the best equzvarlhnt estimator

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